+240.7%
TRV vs MDB
+997.6%
-756.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.1% | +5.2% | +2.2% |
| 7D | +1.9% | -1.8% | +3.7% | +2.0% |
| 30D | +1.7% | -17.3% | +19.0% | +2.3% |
| 3M | +23.9% | +2.2% | +21.7% | +23.5% |
| 6M | +26.3% | +33.9% | -7.6% | +24.2% |
| YTD | +30.8% | -13.7% | +44.5% | +30.6% |
| 1Y | +36.3% | +9.1% | +27.3% | +34.5% |
| 3Y | +145.0% | -8.1% | +153.1% | +139.1% |
| 5Y | +163.9% | -25.9% | +189.8% | +154.3% |
| All | +240.7% | +997.6% | -756.9% | +137.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MDB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling